Pages that link to "Item:Q2364007"

The following pages link to A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007):

Displayed 15 items.

• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) ‎ (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) ‎ (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) ‎ (← links)
• Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) ‎ (← links)
• Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) ‎ (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) ‎ (← links)
• A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) ‎ (← links)
• A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) ‎ (← links)
• Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) ‎ (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) ‎ (← links)
• Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) ‎ (← links)
• A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) ‎ (← links)
• Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) ‎ (← links)
• The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) ‎ (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) ‎ (← links)